Title : AN INVESTIGATION INTO THE ENSEMBLE PROPERTIES OF A WIENER CANONICAL EXPANSION.

Descriptive Note : Technical rept.,

Corporate Author : INFORMATION RESEARCH ASSOCIATES INC LEXINGTON MA

Personal Author(s) : Owen, Joel ; Kashian, Henry ; Brick, Donald B.

Report Date : 29 JUL 1966

Pagination or Media Count : 10

Abstract : In this paper consideration is given to an orthogonal expansion of functionals of a stochastic process x(t). Derived is the explicit evaluation of the b sub k1 for a class of processes x(t). The class considered is the class k sub m of differential process whose differential elements have finite second moments. After obtaining the coefficients b sub k1,..., k sub m, the asymptotic form of these terms for large values of k sub i and the upper bounds for these coefficients are given.